+420.1%
CORZ vs ZM
+43.9%
+376.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.3% | -1.0% |
| 7D | +8.4% | +2.9% | +5.4% | +7.5% |
| 30D | -17.8% | +0.7% | -18.5% | -18.4% |
| 3M | -35.9% | -3.7% | -32.2% | -35.4% |
| 6M | +12.9% | +29.9% | -16.9% | +0.2% |
| YTD | +22.9% | +17.4% | +5.4% | +12.7% |
| 1Y | +31.4% | +22.4% | +9.0% | +17.9% |
| All | +420.1% | +43.9% | +376.2% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling